Share price$3.49
1D+3.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:16:24.080Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:57:56.389846081Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:23.314538+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.71 | 89.7% | 38.0% | 2.77 | 96.7% | 24.5% |
| 25Δ | 4.50 | 88.8% | 32.6% | 3.01 | 91.1% | 18.8% |
| 30Δ | 4.28 | 88.0% | 27.3% | 3.15 | 91.7% | 17.1% |
| 35Δ | 4.06 | 87.1% | 21.9% | 3.28 | 92.3% | 15.4% |
| 40Δ | 3.91 | 86.2% | 19.0% | 3.42 | 92.9% | 13.7% |
| 45Δ | 3.79 | 85.2% | 17.0% | 3.55 | 93.5% | 12.0% |
| 50Δ | 3.67 | 84.2% | 15.0% | 3.69 | 94.1% | 10.3% |
| 55Δ | 3.55 | 83.2% | 13.0% | 3.82 | 94.7% | 8.6% |
| 60Δ | 3.42 | 82.2% | 11.0% | 3.96 | 95.3% | 7.0% |
| 65Δ | 3.30 | 81.2% | 9.0% | 4.22 | 100.9% | 5.8% |
| 70Δ | 3.18 | 80.2% | 7.0% | 4.53 | 108.6% | 4.9% |
| 75Δ | 3.06 | 79.2% | 5.0% | 4.85 | 116.3% | 4.0% |
| 80Δ | 5.90 | 152.7% | 3.6% | |||